On simulation of continuous determinantal point processes

2023/01/26 by Frédéric Lavancier, Lavancier, Frédéric, Ege Rubak +1
Mathematics · Physics and Astronomy · #FOS: Computer and information sciences #Methodology (stat.ME) #Morphological variations and asymmetry #Point processes and geometric inequalities #Scientific Research and Discoveries

paper · doi:10.48550/arxiv.2301.11081

openalex publication_date 2023/01/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We review how to simulate continuous determinantal point processes (DPPs) and improve the current simulation algorithms in several important special cases as well as detail how certain types of conditional simulation can be carried out. Importantly we show how to speed up the simulation of the widely used Fourier based projection DPPs, which arise as approximations of more general DPPs. The algorithms are implemented and published as open source software.

Related

• Perfect Simulation of Determinantal Point Processes
• Fixed-point algorithms for learning determinantal point processes
• Asymptotic approximation of the likelihood of stationary determinantal point processes
• Approximate Inference in Continuous Determinantal Point Processes
• Optimal transport between determinantal point processes and application to fast simulation